+61.7%
DD vs GPC
+30.9%
+30.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.1% |
| 7D | -3.5% | +1.2% | -4.7% | -4.0% |
| 30D | -10.3% | +6.0% | -16.3% | -12.5% |
| 3M | -7.5% | +42.6% | -50.2% | -21.4% |
| 6M | -8.0% | +22.8% | -30.8% | -16.7% |
| YTD | +10.5% | +15.5% | -5.0% | +1.4% |
| 1Y | +38.3% | +2.0% | +36.2% | +34.4% |
| 3Y | +42.5% | -1.4% | +43.9% | +35.4% |
| All | +61.7% | +30.9% | +30.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling